October 1–2, 2010
Hosted by:
Federal Reserve Bank of Atlanta's
Center for Quantitative Economic Research (CQER)
and the National Bureau of Economic Research (NBER)
Organizers:
Jesus Fernandez-Villaverde, University of Pennsylvania
Giorgio Primiceri, Northwestern University,
Frank Schorfheide, University of Pennsylvania
and Tao Zha, Federal Reserve Bank of Atlanta
Agenda
| Friday, October 1, 2010 | |
| 9:00 a.m. |
"Bridging Cyclical DSGE Models and the Raw Data"  Fabio Canova,Universitat Pompeu Fabra Discussant Frank Schorfheide, University of Pennsylvania |
| 10:00 | Break |
| 10:30 |
"Monetary/Fiscal Mix and Agents' Beliefs" Francesco Bianchi, Duke University Discussant Jesus Fernandez-Villaverde, University of Pennsylvania |
| 11:30 |
"Evaluating Interest Rate Rules in an Estimated DSGE Model" Vasco Curdia, Andrea Ferrero and Andrea Tambalotti, FRB New York Discussant Keith Sill, FRB Philadelphia |
| 12:30 p.m. | Lunch |
| 2:00 |
"Measuring Prior Sensitivity and Prior Informativeness in Large Bayesian Models" Ulrich Mueller, Princeton University Discussant Marco Del Negro, FRB New York |
| 3:00 |
"Identification Robust Bayesian Inference for DSGE Models" Frank Kleibergen and Sophocles Mavroeidis, Brown University Discussant Tao Zha, FRB Atlanta |
| 4:00 | Break |
| 4:30 |
"Firm Risk and Leverage-Based Business Cycles" Sanjay Chugh, University of Maryland Discussant Cosmin Ilut, Duke University |
| Saturday, October 2, 2010 | |
| 9:00 a.m. | "New Keynesian Dynamics in a Low Interest Rate Environment" R. Anton Braun, FRB Atlanta and Lena Mareen Korber, German Institute for Economic Research Discussant Roberto Billi, FRB Kansas City |
| 10:00 | Break |
| 10:30 |
"Estimating Continuous-Time DSGE Models using Macro and Financial Data" Bent Jesper Christensen, Aarhus University, Olaf Posch, Aarhus University and Michel van der Wel, Erasmus University Rotterdam Discussant Juan Rubio-Ramirez, Duke University |
| 11:30 | "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models" Eric Swanson, San Francisco Fed Discussant Boragan Aruoba, University of Maryland |
| Lunch / Departure | |